Goodness-of-fit tests for a heavy tailed distribution

Journal of Statistical Planning and Inference

Volumn 138, Issue 12, 2008, Pages 3960-3981

  Koning, Alex J ^a   Peng, Liang ^b  

^a ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

^b GEORGIA INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

Bahadur efficiency; Heavy tail; Tail index

Indexed keywords

EID: 49649129927     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2008.02.013     Document Type: Article

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